def test_model(self):
reg = SP.GM_Endog_Error(self.y, self.X, self.yd, self.q, self.w)
betas = np.array([[55.36095292], [0.46411479], [-0.66883535],
[0.38989939]])
print(
'Running reduced-tolernace test in L181 of test_error_sp_sparse.py'
)
np.testing.assert_allclose(reg.betas, betas, RTOL + .0001)
u = np.array([26.55951566])
np.testing.assert_allclose(reg.u[0], u, RTOL)
e = np.array([31.23925425])
np.testing.assert_allclose(reg.e_filtered[0], e, RTOL)
predy = np.array([53.9074875])
np.testing.assert_allclose(reg.predy[0], predy, RTOL)
n = 49
np.testing.assert_allclose(reg.n, n, RTOL)
k = 3
np.testing.assert_allclose(reg.k, k, RTOL)
y = np.array([80.467003])
np.testing.assert_allclose(reg.y[0], y, RTOL)
x = np.array([1., 19.531])
np.testing.assert_allclose(reg.x.toarray()[0], x, RTOL)
yend = np.array([15.72598])
np.testing.assert_allclose(reg.yend[0], yend, RTOL)
z = np.array([1., 19.531, 15.72598])
np.testing.assert_allclose(reg.z.toarray()[0], z, RTOL)
my = 38.43622446938776
np.testing.assert_allclose(reg.mean_y, my, RTOL)
sy = 18.466069465206047
np.testing.assert_allclose(reg.std_y, sy, RTOL)
vm = np.array([[529.15840986, -15.78336736, -8.38021053],
[-15.78336736, 0.54023504, 0.23112032],
[-8.38021053, 0.23112032, 0.14497738]])
np.testing.assert_allclose(reg.vm, vm, RTOL)
pr2 = 0.346472557570858
np.testing.assert_allclose(reg.pr2, pr2, RTOL)
sig2 = 192.5002
np.testing.assert_allclose(reg.sig2, sig2, RTOL)
std_err = np.array([23.003401, 0.73500657, 0.38075777])
np.testing.assert_allclose(reg.std_err, std_err, RTOL)
z_stat = np.array([[2.40664208, 0.01609994], [0.63144305, 0.52775088],
[-1.75659016, 0.07898769]])
np.testing.assert_allclose(reg.z_stat, z_stat, RTOL)
def test_model(self):
reg = SP.GM_Endog_Error(self.y, self.X, self.yd, self.q, self.w)
betas = np.array([[55.36095292], [0.46411479], [-0.66883535],
[0.38989939]])
print('Running reduced precision test in L175 of test_error_sp.py')
np.testing.assert_allclose(reg.betas, betas, RTOL + .0001)
u = np.array([26.55951566])
np.testing.assert_allclose(reg.u[0], u, RTOL)
e = np.array([31.23925425])
np.testing.assert_allclose(reg.e_filtered[0], e, RTOL)
predy = np.array([53.9074875])
np.testing.assert_allclose(reg.predy[0], predy, RTOL)
n = 49
np.testing.assert_allclose(reg.n, n, RTOL)
k = 3
np.testing.assert_allclose(reg.k, k, RTOL)
y = np.array([80.467003])
np.testing.assert_allclose(reg.y[0], y, RTOL)
x = np.array([1., 19.531])
np.testing.assert_allclose(reg.x[0], x, RTOL)
yend = np.array([15.72598])
np.testing.assert_allclose(reg.yend[0], yend, RTOL)
z = np.array([1., 19.531, 15.72598])
np.testing.assert_allclose(reg.z[0], z, RTOL)
my = 38.43622446938776
np.testing.assert_allclose(reg.mean_y, my, RTOL)
sy = 18.466069465206047
np.testing.assert_allclose(reg.std_y, sy, RTOL)
vm = np.array([[5.29158422e+02, -1.57833675e+01, -8.38021080e+00],
[-1.57833675e+01, 5.40235041e-01, 2.31120327e-01],
[-8.38021080e+00, 2.31120327e-01, 1.44977385e-01]])
np.testing.assert_allclose(reg.vm, vm, RTOL)
pr2 = 0.346472557570858
np.testing.assert_allclose(reg.pr2, pr2, RTOL)
sig2 = 192.50022721929574
np.testing.assert_allclose(reg.sig2, sig2, RTOL)
std_err = np.array([23.003401, 0.73500657, 0.38075777])
np.testing.assert_allclose(reg.std_err, std_err, RTOL)
z_stat = np.array([[2.40664208, 0.01609994], [0.63144305, 0.52775088],
[-1.75659016, 0.07898769]])
np.testing.assert_allclose(reg.z_stat, z_stat, RTOL)
def test_model(self):
reg = SP.GM_Endog_Error(self.y, self.X, self.yd, self.q, self.w)
betas = np.array([[55.36095292], [0.46411479], [-0.66883535],
[0.38989939]])
np.allclose(reg.betas, betas, 4)
u = np.array([26.55951566])
np.allclose(reg.u[0], u, 4)
e = np.array([31.23925425])
np.allclose(reg.e_filtered[0], e, 4)
predy = np.array([53.9074875])
np.allclose(reg.predy[0], predy, 4)
n = 49
np.allclose(reg.n, n)
k = 3
np.allclose(reg.k, k)
y = np.array([80.467003])
np.allclose(reg.y[0], y, 4)
x = np.array([1., 19.531])
np.allclose(reg.x.toarray()[0], x, 4)
yend = np.array([15.72598])
np.allclose(reg.yend[0], yend, 4)
z = np.array([1., 19.531, 15.72598])
np.allclose(reg.z.toarray()[0], z, 4)
my = 38.43622446938776
np.allclose(reg.mean_y, my)
sy = 18.466069465206047
np.allclose(reg.std_y, sy)
vm = np.array([[529.15840986, -15.78336736, -8.38021053],
[-15.78336736, 0.54023504, 0.23112032],
[-8.38021053, 0.23112032, 0.14497738]])
np.allclose(reg.vm, vm, 4)
pr2 = 0.346472557570858
np.allclose(reg.pr2, pr2)
sig2 = 192.5002
np.allclose(round(reg.sig2, 4), round(sig2, 4), 4)
std_err = np.array([23.003401, 0.73500657, 0.38075777])
np.allclose(reg.std_err, std_err, 4)
z_stat = np.array([[2.40664208, 0.01609994], [0.63144305, 0.52775088],
[-1.75659016, 0.07898769]])
np.allclose(reg.z_stat, z_stat, 4)
def test_model(self):
reg = SP.GM_Endog_Error(self.y, self.X, self.yd, self.q, self.w)
betas = np.array([[55.36095292], [0.46411479], [-0.66883535],
[0.38989939]])
np.testing.assert_array_almost_equal(reg.betas, betas, 6)
u = np.array([26.55951566])
np.testing.assert_array_almost_equal(reg.u[0], u, 6)
e = np.array([31.23925425])
np.testing.assert_array_almost_equal(reg.e_filtered[0], e, 6)
predy = np.array([53.9074875])
np.testing.assert_array_almost_equal(reg.predy[0], predy, 6)
n = 49
self.assertAlmostEqual(reg.n, n)
k = 3
self.assertAlmostEqual(reg.k, k)
y = np.array([80.467003])
np.testing.assert_array_almost_equal(reg.y[0], y, 6)
x = np.array([1., 19.531])
np.testing.assert_array_almost_equal(reg.x[0], x, 6)
yend = np.array([15.72598])
np.testing.assert_array_almost_equal(reg.yend[0], yend, 6)
z = np.array([1., 19.531, 15.72598])
np.testing.assert_array_almost_equal(reg.z[0], z, 6)
my = 38.43622446938776
self.assertAlmostEqual(reg.mean_y, my)
sy = 18.466069465206047
self.assertAlmostEqual(reg.std_y, sy)
vm = np.array([[5.29156458e+02, -1.57833384e+01, -8.38016915e+00],
[-1.57833384e+01, 5.40234656e-01, 2.31119606e-01],
[-8.38016915e+00, 2.31119606e-01, 1.44976477e-01]])
np.testing.assert_array_almost_equal(reg.vm, vm, 5)
pr2 = 0.346472557570858
self.assertAlmostEqual(reg.pr2, pr2)
sig2 = 192.50040382591442
self.assertAlmostEqual(reg.sig2, sig2, 5)
std_err = np.array([23.003401, 0.73500657, 0.38075777])
np.testing.assert_array_almost_equal(reg.std_err, std_err, 6)
z_stat = np.array([[2.40664208, 0.01609994], [0.63144305, 0.52775088],
[-1.75659016, 0.07898769]])
np.testing.assert_array_almost_equal(reg.z_stat, z_stat, 6)